NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 23-Jul-2010
Day Change Summary
Previous Current
22-Jul-2010 23-Jul-2010 Change Change % Previous Week
Open 76.87 79.36 2.49 3.2% 76.47
High 79.76 79.94 0.18 0.2% 79.94
Low 76.60 78.77 2.17 2.8% 76.36
Close 79.64 79.34 -0.30 -0.4% 79.34
Range 3.16 1.17 -1.99 -63.0% 3.58
ATR 2.26 2.18 -0.08 -3.4% 0.00
Volume 81,213 83,282 2,069 2.5% 286,499
Daily Pivots for day following 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 82.86 82.27 79.98
R3 81.69 81.10 79.66
R2 80.52 80.52 79.55
R1 79.93 79.93 79.45 79.64
PP 79.35 79.35 79.35 79.21
S1 78.76 78.76 79.23 78.47
S2 78.18 78.18 79.13
S3 77.01 77.59 79.02
S4 75.84 76.42 78.70
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.29 87.89 81.31
R3 85.71 84.31 80.32
R2 82.13 82.13 80.00
R1 80.73 80.73 79.67 81.43
PP 78.55 78.55 78.55 78.90
S1 77.15 77.15 79.01 77.85
S2 74.97 74.97 78.68
S3 71.39 73.57 78.36
S4 67.81 69.99 77.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.94 76.36 3.58 4.5% 2.12 2.7% 83% True False 57,299
10 79.94 75.12 4.82 6.1% 2.13 2.7% 88% True False 47,506
20 80.40 72.15 8.25 10.4% 2.26 2.8% 87% False False 38,526
40 81.51 72.15 9.36 11.8% 2.25 2.8% 77% False False 30,278
60 92.75 70.35 22.40 28.2% 2.36 3.0% 40% False False 26,402
80 92.75 70.35 22.40 28.2% 2.11 2.7% 40% False False 23,318
100 92.75 70.35 22.40 28.2% 1.91 2.4% 40% False False 19,612
120 92.75 70.35 22.40 28.2% 1.86 2.3% 40% False False 17,019
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 84.91
2.618 83.00
1.618 81.83
1.000 81.11
0.618 80.66
HIGH 79.94
0.618 79.49
0.500 79.36
0.382 79.22
LOW 78.77
0.618 78.05
1.000 77.60
1.618 76.88
2.618 75.71
4.250 73.80
Fisher Pivots for day following 23-Jul-2010
Pivot 1 day 3 day
R1 79.36 78.98
PP 79.35 78.63
S1 79.35 78.27

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These figures are updated between 7pm and 10pm EST after a trading day.

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